A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626): Difference between revisions

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-.1016/j.cnsns.2022.106881
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+Valuation of Commodity-Based Swing Options
@@ Property / cites work: Valuation of Commodity-Based Swing Options / rank @@
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+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
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+A pure martingale dual for multiple stopping
@@ Property / cites work: A pure martingale dual for multiple stopping / rank @@
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@@ Property / cites work @@
+Optimal multiple stopping time problem
@@ Property / cites work: Optimal multiple stopping time problem / rank @@
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+Forest of stochastic meshes: a new method for valuing high-dimensional swing options
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+Valuation of the early-exercise price for options using simulations and nonparametric regression
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+A selective overview of deep learning
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+Deep learning methods for the computation of vibrational wavefunctions
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+On deep learning as a remedy for the curse of dimensionality in nonparametric regression
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+Nonparametric regression using deep neural networks with ReLU activation function
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+PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS
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+Deep optimal stopping
@@ Property / cites work: Deep optimal stopping / rank @@
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+Solving high-dimensional partial differential equations using deep learning
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+Q4626283
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+.1016/J.CNSNS.2022.106881
@@ Property / DOI: 10.1016/J.CNSNS.2022.106881 / rank @@
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+Publication:2108626